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Proposed patch adds additional attributes to the re.error exception: msg, pattern, pos, colno, lineno. It also adds helpful information to error message.
Examples:
>>> re.compile(r"abc\u123")
Traceback (most recent call last):
 File "<stdin>", line 1, in <module>
 File "/home/serhiy/py/cpython/Lib/re.py", line 220, in compile
 return _compile(pattern, flags)
 File "/home/serhiy/py/cpython/Lib/re.py", line 287, in _compile
 p = sre_compile.compile(pattern, flags)
 File "/home/serhiy/py/cpython/Lib/sre_compile.py", line 465, in compile
 p = sre_parse.parse(p, flags)
 File "/home/serhiy/py/cpython/Lib/sre_parse.py", line 797, in parse
 p = _parse_sub(source, pattern, 0)
 File "/home/serhiy/py/cpython/Lib/sre_parse.py", line 387, in _parse_sub
 itemsappend(_parse(source, state))
 File "/home/serhiy/py/cpython/Lib/sre_parse.py", line 767, in _parse
 code = _escape(source, this, state)
 File "/home/serhiy/py/cpython/Lib/sre_parse.py", line 378, in _escape
 raise source.error("bogus escape: %s" % repr(escape), len(escape))
sre_constants.error: bogus escape: '\\u123' at position 3
>>> re.compile("""
... (?x)
... .++
... """)
Traceback (most recent call last):
 File "<stdin>", line 4, in <module>
 File "/home/serhiy/py/cpython/Lib/re.py", line 220, in compile
 return _compile(pattern, flags)
 File "/home/serhiy/py/cpython/Lib/re.py", line 287, in _compile
 p = sre_compile.compile(pattern, flags)
 File "/home/serhiy/py/cpython/Lib/sre_compile.py", line 465, in compile
 p = sre_parse.parse(p, flags)
 File "/home/serhiy/py/cpython/Lib/sre_parse.py", line 797, in parse
 p = _parse_sub(source, pattern, 0)
 File "/home/serhiy/py/cpython/Lib/sre_parse.py", line 387, in _parse_sub
 itemsappend(_parse(source, state))
 File "/home/serhiy/py/cpython/Lib/sre_parse.py", line 602, in _parse
 source.tell() - here + len(this))
sre_constants.error: multiple repeat at position 16 (line 3, column 7)
See also PEP 473, issue19361 and issue22364.

Sounds ok, but it would be nice to add some tests.

> Sounds ok, but it would be nice to add some tests.
Thank you. Here is a patch with added test.

I prefer to include the line and column numbers if it's a multi-line pattern, not just if the line number is > 1.
BTW, it's shorter if you do this:
 self.colno = pos - pattern.rfind(newline, 0, pos)
If there's no newline, .rfind will return -1.

Thank you Matthew for your suggestions. Here is updated patch.

Synchronized with the tip after issue19380 changes.

LGTM.

New changeset 292c4d853662 by Serhiy Storchaka in branch 'default':
Issue #22578: Added attributes to the re.error class.
https://hg.python.org/cpython/rev/292c4d853662 

New changeset 07f082b200a7 by Serhiy Storchaka in branch 'default':
Fixed IDLE tests after changing re error messages (issue #22578).
https://hg.python.org/cpython/rev/07f082b200a7 

Thank you Ezio for your review.

New changeset 9711c60e3049 by Serhiy Storchaka in branch 'default':
Removed unused function linecol() (added in issue #22578 by mistake).
https://hg.python.org/cpython/rev/9711c60e3049